You keep doing this to yourself because you experience emotions that you don't know how to control. That's my guess. You probably experience a burst of feelings that you can't even fully identify, and cutting provides you the outlet you need to get it all out and calm down a bit.
You shouldn't feel ashamed. You should take that shame and try to turn it into something else -- use it to try to pin down what it is you're feeling that makes you cut, and why you feel that way. What triggers it? Then come up with a plan to use a healthier coping mechanism. Get a punching bag. Take up kickboxing. Or buy a bunch of cheap ceramic plates to throw at a wall next time you feel feelings you can't control. Or buy a golf club and use it to destroy a bunch of old crap you picked up at a thrift store.
(I know it's not that easy ... just throwing a few ideas out there ... )
I don't think there is any reason to be ashamed, but I do think you need to figure out a way to stop cutting. Because at the end of the day, cutting accomplishes absolutely nothing. It doesn't make the bad feelings go away permanently, it doesn't teach you how to deal with things in a more productive manner. It just leaves you with scars.
I wish I had some key piece of advice I could give you that would make the urge magically go away. But I don't, because it's really different for everybody. Just don't beat yourself up over this -- that'll only make it harder to stop.